Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51693.85 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48494.79 Kr¶

PnL: ---------------------------------------> -592.78 Kr¶

DD now: ---------------------------------> -0.482 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:32:52.542662'

Anic Portfolio¶

This Week¶

Return: 8.75 %¶

Total¶

Return: 69.206 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 4.160000 810.800000 137.800000 20.480000 673.000000
Nordea Bank Abp 29 1.000000 3567.000000 113.000000 3.270000 3453.999992
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
SAAB B 8 0.960000 3449.600000 72.600000 2.150000 3377.000000
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.790000 618.000000 54.000000 9.570000 564.000000
Resurs Holding 22 1.150000 618.420000 44.420000 7.740000 573.999998
AcadeMedia 12 0.610000 594.960000 37.960000 6.820000 557.000004
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.820000 390.600000 35.600000 10.030000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.300000 551.800000 24.800000 4.710000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Securitas B 6 1.930000 583.080000 13.080000 2.290000 570.000000
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Boozt 12 1.620000 1657.200000 3.200000 0.190000 1653.999996
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.280000 545.750000 -0.250000 -0.050000 546.000000
Corem Property Group B 59 1.830000 574.070000 -2.930000 -0.510000 576.999999
Midsona B 63 0.660000 578.970000 -4.030000 -0.690000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.950000 509.600000 -24.400000 -4.570000 533.999999
International Petroleum Corp. 5 -0.620000 559.000000 -35.570000 -5.980000 594.565215
Essity B 2 -1.650000 536.400000 -37.600000 -6.550000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -1.470000 1076.000000 -73.000000 -6.350000 1149.000000
OX2 22 4.470000 1849.100000 -139.900000 -7.030000 1989.000002
Beijer Electronics Group 27 -2.160000 2937.600000 -146.400000 -4.750000 3083.999994
Axfood 15 -3.420000 3895.500000 -404.500000 -9.410000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48486.650000 -600.920000 -0.49797% 49087.564636

Updated:¶

'2023-02-01 15:32:26.306400'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶